S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:17.17% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 17.06 | |
| 0.0432 | 21.76 | |
| 0.9488 | 459.49 |
Estimation Period:
Jan 8, 1993 to Dec 12, 2025
Jan 8, 1993 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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